| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
20,201.48 |
18,745.91 |
-1,455.57 |
-7.2% |
21,189.83 |
| High |
20,325.95 |
20,657.42 |
331.47 |
1.6% |
21,832.83 |
| Low |
18,680.15 |
18,718.86 |
38.71 |
0.2% |
18,680.15 |
| Close |
18,745.90 |
19,422.85 |
676.95 |
3.6% |
19,422.85 |
| Range |
1,645.80 |
1,938.56 |
292.76 |
17.8% |
3,152.68 |
| ATR |
1,749.51 |
1,763.02 |
13.50 |
0.8% |
0.00 |
| Volume |
63,388 |
90,969 |
27,581 |
43.5% |
260,248 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,415.39 |
24,357.68 |
20,489.06 |
|
| R3 |
23,476.83 |
22,419.12 |
19,955.95 |
|
| R2 |
21,538.27 |
21,538.27 |
19,778.25 |
|
| R1 |
20,480.56 |
20,480.56 |
19,600.55 |
21,009.42 |
| PP |
19,599.71 |
19,599.71 |
19,599.71 |
19,864.14 |
| S1 |
18,542.00 |
18,542.00 |
19,245.15 |
19,070.86 |
| S2 |
17,661.15 |
17,661.15 |
19,067.45 |
|
| S3 |
15,722.59 |
16,603.44 |
18,889.75 |
|
| S4 |
13,784.03 |
14,664.88 |
18,356.64 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,436.65 |
27,582.43 |
21,156.82 |
|
| R3 |
26,283.97 |
24,429.75 |
20,289.84 |
|
| R2 |
23,131.29 |
23,131.29 |
20,000.84 |
|
| R1 |
21,277.07 |
21,277.07 |
19,711.85 |
20,627.84 |
| PP |
19,978.61 |
19,978.61 |
19,978.61 |
19,654.00 |
| S1 |
18,124.39 |
18,124.39 |
19,133.85 |
17,475.16 |
| S2 |
16,825.93 |
16,825.93 |
18,844.86 |
|
| S3 |
13,673.25 |
14,971.71 |
18,555.86 |
|
| S4 |
10,520.57 |
11,819.03 |
17,688.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,832.83 |
18,680.15 |
3,152.68 |
16.2% |
1,267.05 |
6.5% |
24% |
False |
False |
52,049 |
| 10 |
21,832.83 |
17,614.34 |
4,218.49 |
21.7% |
1,419.90 |
7.3% |
43% |
False |
False |
52,893 |
| 20 |
31,724.20 |
17,614.34 |
14,109.86 |
72.6% |
1,869.84 |
9.6% |
13% |
False |
False |
58,153 |
| 40 |
36,644.67 |
17,614.34 |
19,030.33 |
98.0% |
2,004.63 |
10.3% |
10% |
False |
False |
45,708 |
| 60 |
43,996.14 |
17,614.34 |
26,381.80 |
135.8% |
1,993.07 |
10.3% |
7% |
False |
False |
37,312 |
| 80 |
48,187.21 |
17,614.34 |
30,572.87 |
157.4% |
1,987.65 |
10.2% |
6% |
False |
False |
34,352 |
| 100 |
48,187.21 |
17,614.34 |
30,572.87 |
157.4% |
2,095.02 |
10.8% |
6% |
False |
False |
35,769 |
| 120 |
48,187.21 |
17,614.34 |
30,572.87 |
157.4% |
2,129.97 |
11.0% |
6% |
False |
False |
36,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,896.30 |
|
2.618 |
25,732.57 |
|
1.618 |
23,794.01 |
|
1.000 |
22,595.98 |
|
0.618 |
21,855.45 |
|
HIGH |
20,657.42 |
|
0.618 |
19,916.89 |
|
0.500 |
19,688.14 |
|
0.382 |
19,459.39 |
|
LOW |
18,718.86 |
|
0.618 |
17,520.83 |
|
1.000 |
16,780.30 |
|
1.618 |
15,582.27 |
|
2.618 |
13,643.71 |
|
4.250 |
10,479.98 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
19,688.14 |
19,668.79 |
| PP |
19,599.71 |
19,586.81 |
| S1 |
19,511.28 |
19,504.83 |
|